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Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

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2025, volume 181, articles C

Correlation structure and resonant pairs for arithmetic random waves Downloads
Valentina Cammarota, Riccardo W. Maffucci, Domenico Marinucci and Maurizia Rossi
Numerical approximation of SDEs with fractional noise and distributional drift Downloads
Ludovic Goudenège, El Mehdi Haress and Alexandre Richard
Wasserstein convergence rates for empirical measures of random subsequence of {nα} Downloads
Bingyao Wu and Jie-Xiang Zhu
Nonnegativity preserving convolution kernels. Application to Stochastic Volterra Equations in closed convex domains and their approximation Downloads
Aurélien Alfonsi
Diffusive limit approximation of pure jump optimal ergodic control problems Downloads
Marc Abeille, Bruno Bouchard and Lorenzo Croissant
How the interplay of dormancy and selection affects the wave of advance of an advantageous gene Downloads
Jochen Blath, Matthias Hammer, Dave Jacobi and Florian Nie
Time changed spherical Brownian motions with longitudinal drifts Downloads
Giacomo Ascione and Anna Vidotto
Gradient-type estimates for the dynamic φ24-model Downloads
Florian Kunick and Pavlos Tsatsoulis
Monotonicity properties for Bernoulli percolation on layered graphs— A Markov chain approach Downloads
Philipp König and Thomas Richthammer
Local time, upcrossing time and weak cutpoints of a spatially inhomogeneous random walk on the line Downloads
Hua-Ming Wang and Lingyun Wang
Spatial growth-fragmentations and excursions from hyperplanes Downloads
William Da Silva and Juan Carlos Pardo
Laws of the iterated logarithm for occupation times of Markov processes Downloads
Soobin Cho, Panki Kim and Jaehun Lee
Linking population-size-dependent and controlled branching processes Downloads
Peter Braunsteins, Sophie Hautphenne and James Kerlidis
Evolving privacy: Drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP Downloads
Chiara Amorino, Arnaud Gloter and Hélène Halconruy
Filtered data based estimators for stochastic processes driven by colored noise Downloads
Grigorios A. Pavliotis, Sebastian Reich and Andrea Zanoni
Hopfield neural lattice models with locally Lipschitz coefficients driven by Lévy noise Downloads
Renhai Wang, Hailang Bai, Pengyu Chen and Mirelson M. Freitas
On local maxima of smooth Gaussian nonstationary processes and stationary planar fields with trends Downloads
Dan Cheng
Convex integral functionals of càdlàg processes Downloads
Ari-Pekka Perkkiö and Erick Treviño-Aguilar

2025, volume 180, articles C

The isoperimetric problem for convex hulls and large deviations rate functionals of random walks Downloads
Vladislav Vysotsky
The site frequency spectrum for coalescing Brownian motion Downloads
Yubo Shuai
An ergodic theorem with weights and applications to random measures, homogenization and hydrodynamics Downloads
Alessandra Faggionato
Model selection for Markov random fields on graphs under a mixing condition Downloads
Florencia Leonardi and Magno T.F. Severino
Quantitative fluctuation analysis of multiscale diffusion systems via Malliavin calculus Downloads
S. Bourguin and K. Spiliopoulos

2025, volume 179, articles C

Rate of escape of the conditioned two-dimensional simple random walk Downloads
Orphée Collin and Serguei Popov
Geodesics cross any pattern in first-passage percolation without any moment assumption and with possibly infinite passage times Downloads
Antonin Jacquet
Weak convergence of continuous-state branching processes with large immigration Downloads
Clément Foucart and Linglong Yuan
Some remarks on the effect of the Random Batch Method on phase transition Downloads
Arnaud Guillin, Pierre Le Bris and Pierre Monmarché
Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes Downloads
Petr Čoupek, Pavel Kříž and Bohdan Maslowski
Dual process in the two-parameter Poisson–Dirichlet diffusion Downloads
Robert C. Griffiths, Matteo Ruggiero, Dario Spanò and Youzhou Zhou
Mixed orthogonality graphs for continuous-time stationary processes Downloads
Vicky Fasen-Hartmann and Lea Schenk
Stochastic representation for solutions of a system of coupled HJB-Isaacs equations with integral–differential operators Downloads
Sheng Luo, Wenqiang Li, Xun Li and Qingmeng Wei
Well-Posedness of the generalised Dean–Kawasaki Equation with correlated noise on bounded domains Downloads
Shyam Popat
L2-Wasserstein contraction for Euler schemes of elliptic diffusions and interacting particle systems Downloads
Linshan Liu, Mateusz B. Majka and Pierre Monmarché
On weak and strong solutions of time inhomogeneous Itô’s equations with VMO diffusion and Morrey drift Downloads
N.V. Krylov
Existence of maximal solutions for the financial stochastic Stefan problem of a volatile asset with spread Downloads
D.C. Antonopoulou, D. Farazakis and G. Karali
Coarsening in zero-range processes Downloads
Inés Armendáriz, Johel Beltrán, Daniela Cuesta and Milton Jara
Coupling by change of measure for conditional McKean–Vlasov SDEs and applications Downloads
Xing Huang
SDEs with two reflecting barriers driven by optional processes with regulated trajectories Downloads
Adrian Falkowski
Epidemics on critical random graphs with heavy-tailed degree distribution Downloads
David Clancy
Compound Poisson distributions for random dynamical systems using probabilistic approximations Downloads
Lucas Amorim, Nicolai Haydn and Sandro Vaienti
First passage percolation with recovery Downloads
Elisabetta Candellero and Tom Garcia-Sanchez
An SPDE with Robin-type boundary for a system of elastically killed diffusions on the positive half-line Downloads
Ben Hambly, Julian Meier and Andreas Søjmark

2024, volume 178, articles C

Sharp approximation and hitting times for stochastic invasion processes Downloads
Vincent Bansaye, Xavier Erny and Sylvie Méléard
A mean field game approach to equilibrium consumption under external habit formation Downloads
Lijun Bo, Shihua Wang and Xiang Yu
Empirical optimal transport under estimated costs: Distributional limits and statistical applications Downloads
Shayan Hundrieser, Gilles Mordant, Christoph A. Weitkamp and Axel Munk
Non-equilibrium fluctuations for SEP(α) with open boundary Downloads
C. Franceschini, P. Gonçalves, M. Jara and B. Salvador
On g-expectations and filtration-consistent nonlinear expectations Downloads
Shiqiu Zheng
On concentration of the empirical measure for radial transport costs Downloads
Martin Larsson, Jonghwa Park and Johannes Wiesel
Antithetic multilevel Monte Carlo method for approximations of SDEs with non-globally Lipschitz continuous coefficients Downloads
Chenxu Pang and Xiaojie Wang
Fisher information bounds and applications to SDEs with small noise Downloads
Nguyen Tien Dung and Nguyen Thu Hang
Convergence rate analysis in limit theorems for nonlinear functionals of the second Wiener chaos Downloads
Gi-Ren Liu
Large deviations for slow–fast processes on connected complete Riemannian manifolds Downloads
Yanyan Hu, Richard C. Kraaij and Fubao Xi
Stochastic wave equation with heavy-tailed noise: Uniqueness of solutions and past light-cone property Downloads
Juan J. Jiménez
A stochastic analysis of particle systems with pairing Downloads
Vincent Fromion, Philippe Robert and Jana Zaherddine
Fractional stable random fields on the Sierpiński gasket Downloads
Fabrice Baudoin and Céline Lacaux
Markovian lifting and asymptotic log-Harnack inequality for stochastic Volterra integral equations Downloads
Yushi Hamaguchi
Markov chains generating random permutations and set partitions Downloads
Dudley Stark
Strong limit theorems for step-reinforced random walks Downloads
Zhishui Hu and Yiting Zhang
A martingale approach to Gaussian fluctuations and laws of iterated logarithm for Ewens–Pitman model Downloads
Bernard Bercu and Stefano Favaro
A class of processes defined in the white noise space through generalized fractional operators Downloads
Luisa Beghin, Lorenzo Cristofaro and Yuliya Mishura
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